Table Of ContentAuthor Index of Volume 15, 2006 547
Elder, John, see Jin, Hyun J. and Koo, Won W. Jin, Jang C., Can Openness be an Engine of
Sustained High Growth Rates and Inflation?
Esteve, Vicente, A Note on Nonlinear Dynamics Evidence from Japan and Korea, Volume 15,
in the Spanish Term Structure of Interest Number 2, pages 228-240.
Rates, Volume 15, Number 3, pages 316-323.
Kaketsis, Asimakis, see Sarantis, Nicholas.
Faff, Robert and Nguyen, Hoa, Foreign Debt and
Financial Hedging: Evidence from Australia, Kandil, Magda, Variation in the Effects of
Volume 15, Number 2, pages 184-201. Government Spending Shocks with Methods
of Financing: Evidence from the U.S., Volume
Fanelli, Luca, Cavaliere, Giuseppe and Gardini, 15, Number 4, pages 463-486.
Attilio, Regional Consumption Dynamics and
Risk Sharing in Italy, Volume 15, Number 4, Kim, In Joon, see Park, Gun Youb.
pages 525-542.
Koo, Won W., see Jin, Hyun J. and Elder, John.
Firoozi, Fathali, On the Martingale Property of
Economic and Financial Instruments, Volume Labidi, Chiraz, see Ané, Thierry.
15, Number 1, pages 87-96.
Lahiri, Sajal and Mesa, Fernando, Local Con-
tent Requirement on Foreign Direct Invest-
Gardini, Attilio, see Fanelli, Luca and Cavaliere,
ment Under Exchange Rate Volatility,
Giuseppe.
Volume 15, Number 3, pages 346-363.
Ho, Keng-Yu and Abhyankar, Abhay, Long-Run
Lee, Jim, The Impact of Federal Funds Target
Abnormal Performance Following Converti-
Changes on Interest Rate Volatility, Volume
ble Preference Share and Convertible Bond
15, Number 2, pages 241-259.
Issues: New Evidence from the United King-
dom, Volume 15, Number 1, pages 97-119.
Lien, Donald, A Note on Beneficial Emigration,
Volume 15, Number 2, pages 260-262.
Hui, Eddie Chi-man, An Enhanced Implied Tree
Model for Option Pricing: A Study on Hong
Lien, Donald and Tse, Yiu Kuen, A Survey on
Kong Property Stock Options, Volume 15,
Physical Delivery Versus Cash Settlement in
Number 3, pages 324-345.
Futures Contracts, Volume 15, Number 1,
pages 15-29.
Isagawa, Nobuyuki, Lender’s Risk Incentive and
Debt Concession, Volume 15, Number 2, Lin, Anchor Y., Has the Asian Crisis
pages 141-150. Changed the Role of Foreign Investors
in Emerging Equity Markets: Taiwan’s
Jin, Hyun J., Elder, John and Koo, Won W., A Experience, Volume 15, Number 3, pages
Reexamination of Fractional Integrating 364-382.
Dynamics in Foreign Currency Markets,
Volume 15, Number 1, pages 120-135. Mesa, Fernando, see Lahiri, Sajal.
548 Author Index of Volume 15, 2006
Nguyen, Hoa, see Faff, Robert. Tse, Y.K. and Yip, Paul S.L., Exchange-Rate
Systems and Interest-Rate Behaviour: The
Park, Gun Youb and Kim, In Joon, An Empirical Experience of Hong Kong and Singapore,
Comparison of Implied Tree Models for Volume 15, Number 2, pages 212-227.
KOSPI 200 Index Options, Volume 15,
Number 1, pages 52-71. Wong, Kit Pong, The Effects of Abandonment
Options on Operating Leverage and For-
Racine, Marie D., see Domian, Dale L. ward Hedging, Volume 15, Number 1,
pages 72-86.
Roy, Malabika, Effect of Subsidy and Entry
into the Informal Sector with Interlinkage, Tse, Yiu Kuen, see Lien, Donald.
Volume 15, Number 3, pages 383-397.
Yao, S.T., see Yip, Paul S.L.
Sandholm, William H., Evolutionary Dynamics
and Extensive Form Games, Volume 15, Yip, Paul S.L. and Yao, S.T., Removing Foreign
Number |, pages 136-140. Direct Investment’s Exchange Rate Risk in
Developing Economies: The Case for a
Sarantis, Nicholas and Kaketsis, Asimakis, The Foreign Exchange Custodian Board, Volume
Effects of Monetary Policy Changes on Market 15, Number 3, pages 294-315.
Interest Rates in Greece: An Event Study
Approach, Volume 15, Number 4, pages 487-504. Yip, Paul S.L., see Tse, Y.K.
Sekioua, Sofiane H., Nonlinear Adjustment in the Zhang, Yanchun, The Household Preference
Forward Premium: Evidence from a Threshold Structure and Pricing-to-Market in the New
Unit Root Test, Volume 15, Number 2, pages Open Economy Macroeconomics Models,
164-183. Volume 15, Number 4, pages 505-524.
TITLES
Lien, Donald, A Note on Beneficial Emigration, Lien, Donald and Tse, Yiu Kuen, A Survey on
Volume 15, Number 2, pages 260-262. Physical Delivery Versus Cash Settlement in
Futures Contracts, Volume 15, Number 1,
Esteve, Vicente, A Note on Nonlinear pages 15-29.
Dynamics in the Spanish Term Structure
of Interest Rates, Volume 15, Number 3, Domian, Dale L. and Racine, Marie D., An
pages 316-323. Empirical Analysis of Margin Debt, Volume
15, Number 2, pages 151-163.
Jin, Hyun J., Elder, John and Koo, Won
W., A Reexamination of Fractional Inte- Park, Gun Youb and Kim, In Joon, An Empirical
grating Dynamics in Foreign Currency Comparison of Implied Tree Models for
Markets, Volume 15, Number 1, pages KOSPI 200 Index Options, Volume 15,
120-135. Number 1, pages 52—71.Hui, Eddie Chi-man,
Author Index of Volume 15, 2006 549
An Enhanced Implied Tree Model for Option Agénor, Pierre-Richard and Aizenman Joshua,
Pricing: A Study on Hong Kong Property Investment and Deposit Contracts Under
Stock Options, Volume 15, Number 3, pages Costly Intermediation and Aggregate Volatil-
324-345. ity, Volume 15, Number 3, pages 263-275.
Jin, Jang C., Can Openness be an Engine of Isagawa, Nobuyuki, Lender’s Risk Incentive and
Sustained High Growth Rates and Inflation? Debt Concession, Volume 15, Number 2,
Evidence from Japan and Korea, Volume 15, pages 141-150.
Number 2, pages 228-240.
Lahiri, Sajal and Mesa Fernando, Local Content
Acharyya, Rajat and Bandyopadhyay Swapnendu, Requirement on Foreign Direct Investment
Does Input Sector Liberalization Promote Under Exchange Rate Volatility, Volume 15,
Quality Innovation and Exports?, Volume 15, Number 3, pages 346-363.
Number 4, pages 443-462.
Ho, Keng-Yu and Abhyankar Abhay, Long-
Roy, Malabika, Effect of Subsidy and Entry Run Abnormal Performance Following Con-
into the Informal Sector with Interlinkage, vertible Preference Share and Convertible
Volume 15, Number 3, pages 383-397. Bond Issues: New Evidence from the
United Kingdom, Volume 15, Number 1,
Sandholm, William H., Evolutionary Dynamics pages 97-119.
and Extensive Form Games, Volume 15,
Number 1, pages 136-140. Sekioua, Sofiane H., Nonlinear Adjustment in the
Forward Premium: Evidence from a Threshold
Tse, Y.K. and Yip Paul S.L., Exchange-Rate Unit Root Test, Volume 15, Number 2, pages
Systems and Interest-Rate Behaviour: The 164-183.
Experience of Hong Kong and Singapore,
Volume 15, Number 2, pages 212-227. Bellalah, Mondher, On Derivatives and Informa-
tion Costs, Volume 15, Number |, pages 30-51.
Faff, Robert and Nguyen Hoa, Foreign Debt
Firoozi, Fathali, On the Martingale Property of
and Financial Hedging: Evidence from
Economic and Financial Instruments, Volume
Australia, Volume 15, Number 2, pages
15, Number 1, pages 87—96.
184-201.
Fanelli, Luca, Cavaliere Giuseppe, and Gardini
Lin, Anchor Y., Has the Asian Crisis Changed Attilio, Regional Consumption Dynamics and
the Role of Foreign Investors in Emerging
Risk Sharing in Italy, Volume 15, Number 4,
Equity Markets: Taiwan’s Experience, Volume
pages 525-542.
15, Number 3, pages 364—382.
Yip, Paul S.L. and Yao S.T., Removing Foreign
Berger, Wolfram, International Interdependence Direct Investment’s Exchange Rate Risk in
and the Welfare Effects of Monetary Developing Economies: The Case for a
Policy, Volume 15, Number 4, pages Foreign Exchange Custodian Board, Volume
399-416. 15, Number 3, pages 294-315.
550 Author Index of Volume 15, 2006
Ané, Theirry and Chiraz Labidi, Spillover Effects Zhang, Yanchun, The Household Preference
and Conditional Dependence, Volume 15, Structure and Pricing-to-Market in the New
Number 4, pages 417-442. Open Economy Macroeconomics Models,
Volume 15, Number 4, pages 505-524.
Capuano, Christian, Strategic Noise Traders and
Liquidity Pressure With a Physically Deliver- Lee, Jim, The Impact of Federal Funds Target
able Futures Contract, Volume 15, Number 1, Changes on Interest Rate Volatility, Volume
pages 1—14.Charupat, Narat, The Effect of 15, Number 2, pages 241-259.
Derivative Trading on the Underlying Mar-
kets: Evidence from Canadian Instalment Ahtiala, Pekka, The Optimal Pricing of Com-
Receipts Trading, Volume 15, Number 3, puter Software and Other Products with High
pages 276-293. Switching Costs, Volume 15, Number 2,
pages 202-211.
Wong, Kit Pong, The Effects of Abandonment
Options on Operating Leverage and Forward Anderton, Charles H., The Political Economy
Hedging, Volume 15, Number 1, pages 72-86. of Terrorism, Volume 15, Number 4, pages
543-545.
Sarantis, Nicholas and Asimakis Kaketsis, The
Kandil, Magda, Variation in the Effects of
Effects of Monetary Policy Changes on
Government Spending Shocks with Methods
Market Interest Rates in Greece: An Event
of Financing: Evidence from the U.S., Volume
Study Approach, Volume 15, Number 4,
15, Number 4, pages 463-486.
pages 487-504.
